Melt the butter in a large skillet over medium high heat.
Add the red bell pepper, celery and onion to the skillet. Sauté until the vegetables are tender, about 3-5 minutes.
Add the garlic and sauté for another 30 seconds.
Add the flour and stir to coat the vegetables. Continue to cook for 2-3 minutes to remove the raw flour taste.
Remove the skillet from the heat. Add the crab, egg, mayonnaise, Worcestershire sauce, ¼ cup of breadcrumbs, paprika, parsley and cayenne pepper. If this mixture is on the watery side, add additional breadcrumbs, once tablespoon at a time, until it starts to stick together.
Season the crab stuffing with salt and pepper to your preference.
Carefully stand the shrimp so that the tail is up. Gently spoon one tablespoon of crab topping into the curve of the shrimp. Lightly press the tail into the stuffing. Continue with the remaining shrimp and crabmeat.
Bake at 350 degrees for 10-15 minutes until the shrimp are opaque. Serve warm.